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Year of publication
Subject
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Streuungsmaß 98 Measure of dispersion 89 Theorie 44 Theory 44 Statistical error 27 Statistischer Fehler 27 Scientific method 25 Scientists 25 Wissenschaftler 25 Wissenschaftliche Methode 25 Risiko 13 Risk 13 Causality analysis 12 Kausalanalyse 12 Capital market returns 11 Kapitalmarktrendite 11 Risikoprämie 10 Risk premium 10 Estimation 8 Sampling 8 Schätzung 8 Stichprobenerhebung 8 Welt 8 World 8 liquidity 8 multi-analyst approach 8 non-standard errors 8 Cluster analysis 7 Clusteranalyse 7 Estimation theory 7 Schock 7 Schätztheorie 7 Shock 7 USA 7 United States 7 Börsenkurs 6 Portfolio selection 6 Portfolio-Management 6 Share price 6 Aktienindex 5
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Online availability
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Free 66 Undetermined 17 CC license 3
Type of publication
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Book / Working Paper 81 Article 21
Type of publication (narrower categories)
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Graue Literatur 51 Non-commercial literature 51 Arbeitspapier 47 Working Paper 47 Article in journal 20 Aufsatz in Zeitschrift 20 Hochschulschrift 6 Dissertation u.a. Prüfungsschriften 3 Thesis 3 Collection of articles written by one author 2 Sammlung 2 Aufsatz im Buch 1 Book section 1
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Language
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English 93 German 7 French 2
Author
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Menkveld, Albert J. 22 Dreber, Anna 16 Holzmeister, Felix 15 Huber, Jürgen 15 Johannesson, Magnus 15 Kirchler, Michael 15 Neusüß, Sebastian 15 Razen, Michael 15 Weitzel, Utz 15 Abadie, Alberto 5 Alexeev, Vitali 5 Athey, Susan 5 Held, Matthias 4 Imbens, Guido 4 Piza, Sharon Faye 4 Safir, Abla 4 Skoufias, Emmanuel 4 Wagner, Gernot 4 Baidoo, Edwin 3 Freeman, Mark C. 3 Fritsch, Michael 3 Kratz, Marie 3 Mendez-Ramos, Fabian 3 Omachel, Marcel 3 Stephan, Andreas 3 Tapon, Francis 3 West, James E. 3 Wooldridge, Jeffrey M. 3 Zeckhauser, Richard 3 Abad Díaz, David 2 Abudy, Menachem Meni 2 Adrian, Tobias 2 Akmansoy, Olivier 2 Alcock, Jamie T. 2 Aloosh, Arash 2 Amato, Livia 2 Amaya, Diego 2 Amir Ahmadi, Pooyan 2 Angel, James Joseph 2 Anoruo, Emmanuel 2
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Institution
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National Bureau of Economic Research 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 1
Published in...
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NBER Working Paper 3 NBER working paper series 3 Reihe Quantitative Ökonomie : Ökon 3 Working paper 3 Working paper / National Bureau of Economic Research, Inc. 3 American economic review 2 Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania 2 Discussion papers / CEPR 2 Documents de recherche / ESSEC Centre de Recherche 2 Freiberg working papers 2 IWH-Diskussionspapiere 2 Oxford bulletin of economics and statistics 2 Policy Research Working Paper 2 Policy research working paper : WPS 2 Reihe quantitative Ökonomie 2 Working paper series 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Annals of economics and finance 1 BSE working paper : working papers 1 Bank of England Working Paper 1 CESifo Working Paper 1 CESifo working papers 1 Cambridge working papers in economics 1 Discussion paper 1 Discussion paper / Tinbergen Institute 1 Discussion paper series / IZA 1 Discussion paper series / University of Heidelberg, Department of Economics 1 Discussion papers of interdisciplinary research project 373 1 Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen 1 Documents de travail du Centre d'Economie de la Sorbonne 1 Economics letters 1 Essays in finance 1 FIRN Research Paper 1 FRB Richmond Working Paper 1 Faculty research working paper series / John F. Kennedy School of Government, Harvard University 1 Finance and economics discussion series 1 Freiberger Arbeitspapiere 1 HKIMR working paper 1 IWQW discussion paper series 1 International economic review 1
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Source
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ECONIS (ZBW) 98 USB Cologne (EcoSocSci) 4
Showing 1 - 50 of 102
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Max-share misidentification
Dou, Liyu; Ho, Paul; Lubik, Thomas A. - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190615
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Non-standard errors
Menkveld, Albert J.; Valente, Giorgio - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500986
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Non-standard errors in carbon premia
Beyer, Victor; Bauckloh, Michael Tobias - 2024
This research investigates the influence of methodological choices in portfolio sorts on the size of the carbon premium. By analyzing more than 100,000 methodological paths, we find that variations in the construction of brown-minus-green portfolios create substantial non-standard errors. From...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014631855
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When should you adjust standard errors for clustering?
Abadie, Alberto; Athey, Susan; Imbens, Guido; … - In: The quarterly journal of economics 138 (2023) 1, pp. 1-35
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013547709
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Cross-sectional gravity models, PPML estimation, and the bias correction of the two-way cluster-robust standard errors
Pfaffermayr, Michael - In: Oxford bulletin of economics and statistics 85 (2023) 5, pp. 1111-1134
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014362890
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How do empirical estimators of popular risk measures impact pro-cyclicality?
Bräutigam, Marcel; Kratz, Marie - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 3, pp. 547-579
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014436789
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Non-standard errors
Bosch-Rosa, Ciril; Kassner, Bernhard - 2023
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014478337
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Moinas, Sophie; … - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014304704
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Variance estimation of changes in overlapping samples : an application to the Italian survey on service turnover
Chianella, Diego - In: Rivista italiana di economia, demografia e statistica 77 (2023) 1, pp. 137-148
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014266702
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Asset price dynamics with limited attention
Hendershott, Terrence; Menkveld, Albert J.; Praz, Rémy; … - In: The review of financial studies 35 (2022) 2, pp. 962-1008
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012878980
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Non-standard Errors
Jurkatis, Simon Willi; Ferrara, Gerardo - 2022
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013297339
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Non-Standard Errors in Portfolio Sorts
Walter, Dominik; Weber, Rüdiger; Weiss, Patrick - 2022
We study the size and drivers of non-standard errors (Menkveld et al., 2021) in portfolio sorts across 14 common methodological decision nodes and 40 sorting variables. These non-standard errors range between 0.05 and 0.26 percent and are, on average, larger than standard errors. Supposedly...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013404257
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Regularized gmm for time-varying models with applications to asset pricing
Cui, Liyuan; Feng, Guanhao; Hong, Yongmiao - In: International economic review 65 (2024) 2, pp. 851-883
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014538940
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Should We Trust Clustered Standard Errors? a Comparison with Randomization-Based Methods
Paz, Lourenco; West, James E. - 2021
We compare the precision of critical values obtained under conventional sampling-based methods with those obtained using sample order statics computed through draws from a randomized counterfactual based on the null hypothesis. When based on a small number of draws (200), critical values in the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014105799
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012886867
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Non-standard errors
Menkveld, Albert J.; Holzmeister, Felix; Johannesson, Magnus - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013262857
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Non-standard errors
Menkveld, Albert J. - 2021
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012696895
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012697209
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
In statistics, samples are drawn from a population in a datagenerating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidencegenerating process (EGP). We claim that EGP variation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012671257
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Cover Image
Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
In statistics, samples are drawn from a population in a datagenerating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidencegenerating process (EGP). We claim that EGP variation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012794311
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Cover Image
Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
In statistics, samples are drawn from a population in a datagenerating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidencegenerating process (EGP). We claim that EGP variation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012795280
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Non-standard errors
Menkveld, Albert J.; Ellen, Saskia ter; Ellen, Saskia ter - 2021
In statistics, samples are drawn from a population in a datagenerating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidencegenerating process (EGP). We claim that EGP variation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012795605
Saved in:
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012796334
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012816038
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012818274
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Cover Image
Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012800991
Saved in:
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Non-standard errors
Menkveld, Albert J.; Ferrara, Gerardo; Jurkatis, Simon Willi - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012802999
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012872682
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Non-Standard Errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
In statistics, samples are drawn from a population in a data- generating process (DGP). Standard errors measure the uncer- tainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013311387
Saved in:
Cover Image
Non-Standard Errors
Menkveld, Albert J. - 2021
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013312068
Saved in:
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013166940
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Heteroskedasticity-robust standard errors for dynamic panel data models with fixed effects
Han, Chirok; Kim, Hyoungjong - In: Oxford bulletin of economics and statistics 85 (2023) 5, pp. 1135-1155
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014362891
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Swap variance hedging and efficiency : the role of high moments
Chow, K. Victor; Li, Bingxin; Wang, Zhan - In: The journal of financial research : the journal of the … 46 (2023) 3, pp. 681-709
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014375401
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Understanding persistence
Kelly, Morgan - 2020
A large literature on persistence finds that many modern outcomes strongly reflect characteristics of the same places in the distant past. These studies typically combine unusually high t statistics with severe spatial autocorrelation in residuals, suggesting that some findings may be artefacts...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012285404
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Up- and Downside Variance Risk Premia in Global Equity Markets
Held, Matthias - 2020
This paper provides novel insights into the dynamic properties of variance and semivariance premia. Considering nine international stock market indices, we find consistent evidence of significantly negative total and downside (semi)variance premia of around -15 bps per month. These premia almost...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012852171
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Testing constancy in varying coefficient models
Delgado, Miguel A.; Arteaga-Molina, Luis A. - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011990854
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Optimality of Matched-Pair Designs in Randomized Controlled Trials
Bai, Yuehao - 2019
This paper studies the optimality of matched-pair designs in randomized controlled trials (RCTs). Matched-pair designs are examples of stratified randomization, in which the researcher partitions a set of units into strata based on their observed covariates and assign a fraction of units in each...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012859776
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Should We Trust Clustered Standard Errors? A Comparison with Randomization-Based Methods
Paz, Lourenço Senne - 2019
We compare the precision of critical values obtained under conventional sampling-based methods with those obtained using sample order statics computed through draws from a randomized counterfactual based on the null hypothesis. When based on a small number of draws (200), critical values in the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012479876
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Economics of downside risk
Spanaus, Conrad - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012128179
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Should we trust clustered standard errors? : a comparison with randomization-based methods
Paz, Lourenço Senne; West, James E. - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012036306
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Bivariate FCLT for the sample quantile and measures of dispersion for augmented GARCH(p, q) processes
Bräutigam, Marcel; Kratz, Marie - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012138444
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Valid t-ratio inference for IV
Lee, David S.; McCrary, Justin; Moreira, Marcelo J.; … - In: American economic review 112 (2022) 10, pp. 3260-3290
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014229317
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Optimality of matched-pair designs in randomized controlled trials
Bai, Yuehao - In: American economic review 112 (2022) 12, pp. 3911-3940
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014229433
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On the dependence between quantiles and dispersion estimators
Brautigam, Marcel; Kratz, Marie - 2018
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012135476
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012820984
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012698560
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The costs of simplicity : why multilevel models may benefit from accounting for cross-cluster differences in the effects of controls
Heisig, Jan Paul; Schaeffer, Merlin; Giesecke, Johannes - 2017
Context effects, where a characteristic of an upper-level unit or cluster (e.g., a country) affects outcomes and relationships at a lower level (e.g., that of the individual), are a primary object of sociological inquiry. In recent years, sociologists have increasingly analyzed such effects...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011900900
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When should you adjust standard errors for clustering?
Abadie, Alberto; Athey, Susan; Imbens, Guido; … - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011772277
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When should you adjust standard errors for clustering?
Abadie, Alberto; Athey, Susan; Imbens, Guido; … - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011776032
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When Should You Adjust Standard Errors for Clustering?
Abadie, Alberto - 2017
In empirical work in economics it is common to report standard errors that account for clustering of units. Typically, the motivation given for the clustering adjustments is that unobserved components in outcomes for units within clusters are correlated. However, because correlation may occur...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012453710
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